alphagbm-bps-backtest
CommunityBacktest Bull Put Spreads with FearScore signals
Finance & Accounting#risk-management#options#backtest#equity-curve#trading-analytics#bull-put-spread#fearscore
AuthorAlphaGBM
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Backtest Bull Put Spread strategies with FearScore entry signals to quantify the value of signal-driven entries versus a no-signal baseline, across historical data.
Core Features & Use Cases
- Backtests the Bull Put Spread (short put + long put at lower strike) mechanically over a defined period with two passes per call: with signal and no-signal control.
- Returns comprehensive metrics including equity curve, annualized return, win rate, max drawdown, Sharpe, and a full trade ledger, enabling direct comparison of signal effectiveness.
- Supports parameter exploration (ticker, dte_target, short_delta, spread_width, take_profit_pct, fear_threshold, start_date, end_date, include_control) for robust strategy analysis.
Quick Start
Ask the system to backtest a Bull Put Spread on a chosen ticker with a FearScore entry rule.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: alphagbm-bps-backtest Download link: https://github.com/AlphaGBM/skills/archive/main.zip#alphagbm-bps-backtest Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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